![](/img/cover-not-exists.png)
Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach
João Pedro Vidal Nunes, Les Clewlow, Stewart HodgesVolume:
3
Year:
1999
Language:
english
Pages:
62
DOI:
10.1023/a:1009646430215
File:
PDF, 312 KB
english, 1999